M. Teresa Corzo

Universidad Pontificia Comillas

Professor

Spain

  • Universidad Pontificia Comillas

    • Email
    • Tel: 915422800
    • Fax: 91 5596569
SCHOLARLY PAPERS

7

DOWNLOADS

441

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes

Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Number of pages: 32 Posted: 19 Dec 2012
Maria Coronado, M. Teresa Corzo and Laura Lazcano
Universidad Pontificia Comillas, Universidad Pontificia Comillas and Universidad Pontificia Comillas
Downloads 197 (155,180)

Abstract:

Loading...

sovereign credit risk, sovereign credit derivatives, stock markets, lead-lag relationships

2.

The Co-Movement of Sovereign Credit Default Swaps and Bonds, and Stock Markets in Europe

Number of pages: 36 Posted: 06 Feb 2012 Last Revised: 11 Mar 2012
M. Teresa Corzo, Javier Gomez-Biscarri and Laura Lazcano
Universidad Pontificia Comillas, affiliation not provided to SSRN and Universidad Pontificia Comillas
Downloads 164 (182,657)
Citation 2

Abstract:

Loading...

sovereign credit risk, sovereign credit derivatives, price discovery, stock markets, lead-lag relationships

3.

Credit Default Swaps: Does the Traded Volume Influence Research Interest?

Number of pages: 14 Posted: 27 Jan 2017
Karin Martin-Bujack, M. Teresa Corzo and Isabel Figuerola-Ferretti
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 39 (431,703)

Abstract:

Loading...

Credit Default Swaps (CDS), Textual Analysis, Dodd-Frank Act.

4.

Credit Default Swaps and Financial Risks in the 21st Century

Journal of Insurance and Financial Management, vol 1 (5): 19-64
Number of pages: 46 Posted: 25 Oct 2018
Karin Martin-Bujack and M. Teresa Corzo
Comillas Pontifical University - Department of Financial Management and Universidad Pontificia Comillas
Downloads 25 (497,074)

Abstract:

Loading...

Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk

5.

Emerging Stock Exchanges in a Global Map: A Network Approach

Number of pages: 21 Posted: 11 Oct 2017
M. Teresa Corzo, Pablo Garcia-Estevez and Salvador Roji
Universidad Pontificia Comillas, Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF) and Universidad Complutense de Madrid (UCM)
Downloads 16 (549,564)

Abstract:

Loading...

Stock Exchanges Map, Self-Organizing Neural Networks

6.

International Diversification and Global Credit Risk: A Methodology for Portfolio Building

Universia Business Review, Forthcoming
Posted: 25 Oct 2018
Karin Martin-Bujack, M. Teresa Corzo and Isabel Figuerola-Ferretti
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Universidad Carlos III de Madrid - Department of Business Administration

Abstract:

Loading...

diversification, global credit risk, investments, market risk, Credit Default Swap

7.

Behavioral Finance in Joseph De La Vega’s Confusion De Confusiones

Posted: 13 Sep 2012
M. Teresa Corzo, Margarita Prat and Maria Esther Vaquero Lafuente
Universidad Pontificia Comillas, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

Loading...

behavioral finance, investor biases, stock market history, overconfidence, herding, regret aversion

Other Papers (1)

Total Downloads: 0
Actions:
Email selected abstracts
1.

Credit Default Swaps and Financial Risks in the 21 Century

Posted: 21 Mar 2016
Karin Martin-Bujack and M. Teresa Corzo
Comillas Pontifical University - Department of Financial Management and Universidad Pontificia Comillas

Abstract:

Loading...

Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk.